CY905 - Computational PDE's

Module content and teaching

Principal aims

Partial differential equations arise in many areas of mathematics and several other fields such as the physics, engineering, and finance. Often these equations must be solved numerically. This module will address methods for numerically solving the most important types of partial differential equations which arise in practice.

Principal learning outcomes

"Write a computer program to solve PDEs in one or more ""space"" dimensions using a finite-difference method; Decide which numerical method is most appropriate to a given type of problem; Appreciated concepts of stability limits and order of accuracy for numerical schemes and their relevance in programming applications; Analyse a PDE problem, then produce and test program that solves the problem to within a given accuracy."